Communications in Statistics - Theory and Methods, Volume 40, Issue 19-20 (2011)

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Communications in Statistics - Theory and Methods, Volume 40, Issue 19-20 (2011)

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Modern Stochastics: Theory and Applications II

Preface

Introduction
Preface
Yuliya Mishura, Lyudmyla Sakhno & Georgiy Shevchenko
Pages: 3383-3384
Published online: 30 Aug 2011
CitationforPreface | Full Text | PDF (44.9 KB)
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Original Articles

Article
Large Deviation Problems for Markov Random Evolution with Independent Increments in the Scheme of Asymptotically Small Diffusion
Volodymyr S. Koroliuk
Pages: 3385-3395
Published online: 12 Aug 2011
AbstractforLarge Deviation Problems for Markov Random Evolution with Independent Increments in the Scheme of Asymptotically Small Diffusion | Full Text | References | PDF (98.3 KB)
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Article
Discrete-Time Semi-Markov Random Evolutions – Average and Diffusion Approximation of Difference Equations and Additive Functionals
Nikolaos Limnios
Pages: 3396-3406
Published online: 10 Aug 2011
AbstractforDiscrete-Time Semi-Markov Random Evolutions – Average and Diffusion Approximation of Difference Equations and Additive Functionals | Full Text | References | PDF (119.1 KB)
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Article
Almost Sure Convergence of the Series of Gaussian Markov Sequences
Valerii V. Buldygin & Marina K. Runovska
Pages: 3407-3424
Published online: 18 Aug 2011
AbstractforAlmost Sure Convergence of the Series of Gaussian Markov Sequences | Full Text | References | PDF (136.4 KB)
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Article
Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions
Dung Tien Nguyen & G. Yin
Pages: 3425-3439
Published online: 31 Aug 2011
AbstractforAsymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions | Full Text | References | PDF (140 KB)
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Article
Brownian Particles Interacting via Synchronizations
Anatoly Manita
Pages: 3440-3451
Published online: 31 Aug 2011
AbstractforBrownian Particles Interacting via Synchronizations | Full Text | References | PDF (128.5 KB)
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Article
Smooth Contractive Embeddings and Application to Feynman Formula for Parabolic Equations on Smooth Bounded Domains
Benedict Baur, Florian Conrad & Martin Grothaus
Pages: 3452-3464
Published online: 31 Aug 2011
AbstractforSmooth Contractive Embeddings and Application to Feynman Formula for Parabolic Equations on Smooth Bounded Domains | Full Text | References | PDF (133.3 KB)
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Article
The α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable Processes
José Luís da Silva & Mohamed Erraoui
Pages: 3465-3478
Published online: 30 Aug 2011
AbstractforThe α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable Processes | Full Text | References | PDF (135 KB)
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Article
Fractional Diffusion with Partial Observations
Alexandre Brouste, Marina Kleptsyna & Alexandre Popier
Pages: 3479-3491
Published online: 31 Aug 2011
AbstractforFractional Diffusion with Partial Observations | Full Text | References | PDF (136.8 KB)
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Article
Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index H > 1/2
Yulia S. Mishura & Georgiy M. Shevchenko
Pages: 3492-3508
Published online: 31 Aug 2011
AbstractforExistence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index H > 1/2 | Full Text | References | PDF (157.3 KB)
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Article
The Student Subordinator Model with Dependence for Risky Asset Returns
N. N. Leonenko, S. Petherick & A. Sikorskii
Pages: 3509-3523
Published online: 19 Sep 2011
AbstractforThe Student Subordinator Model with Dependence for Risky Asset Returns | Full Text | References | PDF (294.5 KB)
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Article
Coupling and Explicit Rate of Convergence in Cramér–Lundberg Approximation for Reinsurance Risk Processes
Erland Ekheden & Dmitrii Silvestrov
Pages: 3524-3539
Published online: 30 Aug 2011
AbstractforCoupling and Explicit Rate of Convergence in Cramér–Lundberg Approximation for Reinsurance Risk Processes | Full Text | References | PDF (217 KB)
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Article
Data-Based Adaptive Estimation in an Investment Model
S. Ejaz Ahmed & S. Chitsaz
Pages: 3540-3554
Published online: 16 Aug 2011
AbstractforData-Based Adaptive Estimation in an Investment Model | Full Text | References | PDF (183.8 KB)
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Article
Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence
Alexander V. Ivanov & Irina N. Savich
Pages: 3555-3568
Published online: 23 Aug 2011
AbstractforAsymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence | Full Text | References | PDF (134.8 KB)
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Article
Weighted Cramér-von Mises Test with Estimated Parameters
Gennadi Martynov
Pages: 3569-3586
Published online: 18 Aug 2011
AbstractforWeighted Cramér-von Mises Test with Estimated Parameters | Full Text | References | PDF (139.9 KB)
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Article
Average Sampling Restoration of Harmonizable Processes
Andriy Olenko & Tibor Pogány
Pages: 3587-3598
Published online: 23 Aug 2011
AbstractforAverage Sampling Restoration of Harmonizable Processes | Full Text | References | PDF (118.7 KB)
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Article
Minimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram
María Dolores Ruiz-Medina & Rosa María Crujeiras
Pages: 3599-3613
Published online: 19 Aug 2011
AbstractforMinimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram | Full Text | References | PDF (148.4 KB)
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Article
Estimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables
Shalabh, Gaurav Garg & Neeraj Misra
Pages: 3614-3629
Published online: 18 Aug 2011
AbstractforEstimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables | Full Text | References | PDF (136.6 KB)
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Article
On the Description of Motion of a Quantum Particle in the Classical Gauge Field in the Language of Stochastic Mechanics
Yuri E. Gliklikh & Natalia V. Vinokurova
Pages: 3630-3640
Published online: 18 Aug 2011
AbstractforOn the Description of Motion of a Quantum Particle in the Classical Gauge Field in the Language of Stochastic Mechanics | Full Text | References | PDF (126.9 KB)
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Article
On Labeled and Unlabeled Combinatorial Structures
Karl-Heinz Indlekofer
Pages: 3641-3653
Published online: 18 Aug 2011
AbstractforOn Labeled and Unlabeled Combinatorial Structures | Full Text | References | PDF (128.1 KB)
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Article
A Proof of the Generalized Second-Limit Theorem in the Theory of Probability
Imre Kátai
Pages: 3654-3662
Published online: 18 Aug 2011
AbstractforA Proof of the Generalized Second-Limit Theorem in the Theory of Probability | Full Text | References | PDF (109 KB)
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Article
Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions
Dimitrios G. Konstantinides & Fotis Loukissas
Pages: 3663-3671
Published online: 18 Aug 2011
AbstractforPrecise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions | Full Text | References | PDF (96.2 KB)
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Article
Properties of Some Random Series
Yury V. Kozachenko, Iryna V. Rozora & Yevgen V. Turchyn
Pages: 3672-3683
Published online: 18 Aug 2011
AbstractforProperties of Some Random Series | Full Text | References | PDF (115.6 KB)
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Article
Statistical Modeling of Clinical Trials (Recruitment and Randomization)
Vladimir V. Anisimov
Pages: 3684-3699
Published online: 22 Aug 2011
AbstractforStatistical Modeling of Clinical Trials (Recruitment and Randomization) | Full Text | References | PDF (229.8 KB)
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Article
Minimax Prediction Problem for Multidimensional Stationary Stochastic Processes
Mikhail Moklyachuk & Aleksandr Masyutka
Pages: 3700-3710
Published online: 18 Aug 2011
AbstractforMinimax Prediction Problem for Multidimensional Stationary Stochastic Processes | Full Text | References | PDF (111.2 KB)
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